Postsolve (#114)

* restructure postsolve * update print statement * end block * adapt callback Co-authored-by: Mathieu Besançon <[email protected]>
ZIB-IOL · Jan 6, 2023 · ddd2b0e · ddd2b0e
1 parent f300ba5
commit ddd2b0e
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Showing 5 changed files with 27 additions and 27 deletions.
diff --git a/src/interface.jl b/src/interface.jl
@@ -514,24 +514,24 @@ function postsolve(tree, result, time_ref, verbose, use_postsolve, max_iteration
         )
 
         # update tree
-        if primal <= tree.incumbent + 1e-2
-            if primal < tree.incumbent
-                tree.root.updated_incumbent[] = true
-                tree.incumbent = primal
-                tree.lb = tree.root.problem.solving_stage == OPT_TREE_EMPTY ? primal - dual_gap : tree.lb
-            else
-                if tree.lb > primal - dual_gap
-                    @warn "tree.lb > primal - dual_gap"
-                end
-            end
+        if primal < tree.incumbent
+            tree.root.updated_incumbent[] = true
+            tree.incumbent = primal
+            tree.lb = tree.root.problem.solving_stage == OPT_TREE_EMPTY ? primal - dual_gap : tree.lb
             tree.incumbent_solution.objective = tree.solutions[1].objective = primal
             tree.incumbent_solution.solution = tree.solutions[1].solution = x
         else 
-            @warn "primal > tree.incumbent + 1e-2"
+            if primal < tree.incumbent && tree.lb > primal - dual_gap
+                @warn "tree.lb > primal - dual_gap"
+            else 
+                @warn "primal >= tree.incumbent"
+            end
+            @warn "postsolve did not improve the solution"
+            primal = tree.incumbent_solution.objective = tree.solutions[1].objective
+            x = tree.incumbent_solution.solution = tree.solutions[1].solution
         end
     end
 
-
     result[:primal_objective] = primal
     result[:dual_bound] = tree_lb(tree)
     result[:rel_dual_gap] = relative_gap(primal, tree_lb(tree))
@@ -559,7 +559,7 @@ function postsolve(tree, result, time_ref, verbose, use_postsolve, max_iteration
         println("\t LMO calls / node: $(tree.root.problem.lmo.ncalls / tree.num_nodes)\n")
     end
 
-    # Reset LMO 
+    # Reset LMO
     int_bounds = IntegerBounds()
     build_LMO(
         tree.root.problem.lmo,

diff --git a/test/mean_risk.jl b/test/mean_risk.jl
@@ -111,7 +111,7 @@ const M1 = (A1 + A1') / 2
     )
 
     function build_FW_callback(tree)
-        return function fw_callback(state, active_set)
+        return function fw_callback(state, active_set, args...)
             # print("Primal: $(state.primal)\n")
             # print("Length of active set: $(length(active_set.weights))\n")
         end

diff --git a/test/poisson.jl b/test/poisson.jl
@@ -153,7 +153,7 @@ N = 5.0
     )
 
     function build_FW_callback(tree)
-        return function fw_callback(state, active_set)
+        return function fw_callback(state, active_set, args...)
             # print("Primal: $(state.primal)\n")
             # print("Length of active set: $(length(active_set.weights))\n")
         end
@@ -304,7 +304,7 @@ end
     )
 
     function build_FW_callback(tree)
-        return function fw_callback(state, active_set)
+        return function fw_callback(state, active_set, args...)
             # print("Primal: $(state.primal)\n")
             # print("Length of active set: $(length(active_set.weights))\n")
         end
@@ -484,7 +484,7 @@ push!(groups, ((k-1)*group_size+1):pg)
     )
 
     function build_FW_callback(tree)
-        return function fw_callback(state, active_set)
+        return function fw_callback(state, active_set, args...)
             # print("Primal: $(state.primal)\n")
             # print("Length of active set: $(length(active_set.weights))\n")
         end
@@ -646,7 +646,7 @@ end
     )
 
     function build_FW_callback(tree)
-        return function fw_callback(state, active_set)
+        return function fw_callback(state, active_set, args...)
             # print("Primal: $(state.primal)\n")
             # print("Length of active set: $(length(active_set.weights))\n")
         end

diff --git a/test/runtests.jl b/test/runtests.jl
@@ -103,7 +103,7 @@ include("interface_test.jl")
     node = Bonobo.get_next_node(tree, tree.options.traverse_strategy)
 
     function build_FW_callback(tree)
-        return function fw_callback(state, active_set)
+        return function fw_callback(state, active_set, args...)
             # print("Primal: $(state.primal)\n")
             # print("Length of active set: $(length(active_set.weights))\n")
         end
@@ -228,7 +228,7 @@ const diff = Random.rand(Bool, n) * 0.6 .+ 0.3
         ),
     )
     function build_FW_callback(tree)
-        return function fw_callback(state, active_set)
+        return function fw_callback(state, active_set, args...)
             # print("Primal: $(state.primal)\n")
             # print("Length of active set: $(length(active_set.weights))\n")
         end
@@ -320,7 +320,7 @@ end
         ),
     )
     function build_FW_callback(tree)
-        return function fw_callback(state, active_set)
+        return function fw_callback(state, active_set, args...)
             # print("Primal: $(state.primal)\n")
             # print("Length of active set: $(length(active_set.weights))\n")
         end
@@ -402,7 +402,7 @@ const diff1 = rand(Bool, n1) * 0.8 .+ 1.1
      end
 
      function build_FW_callback(tree)
-         return function fw_callback(state, active_set)
+         return function fw_callback(state, active_set, args...)
              # print("Primal: $(state.primal)\n")
              # print("Length of active set: $(length(active_set.weights))\n")
          end
@@ -506,7 +506,7 @@ const diff1 = rand(Bool, n1) * 0.8 .+ 1.1
     )
 
     function build_FW_callback(tree)
-        return function fw_callback(state, active_set)
+        return function fw_callback(state, active_set, args...)
             # print("Primal: $(state.primal)\n")
             # print("Length of active set: $(length(active_set.weights))\n")
         end
@@ -610,7 +610,7 @@ end
     )
 
     function build_FW_callback(tree)
-        return function fw_callback(state, active_set)
+        return function fw_callback(state, active_set, args...)
             # print("Primal: $(state.primal)\n")
             # print("Length of active set: $(length(active_set.weights))\n")
         end
@@ -718,7 +718,7 @@ end
     )
 
     function build_FW_callback(tree)
-        return function fw_callback(state, active_set)
+        return function fw_callback(state, active_set, args...)
             # print("Primal: $(state.primal)\n")
             # print("Length of active set: $(length(active_set.weights))\n")
         end

diff --git a/test/sparse_regression.jl b/test/sparse_regression.jl
@@ -131,7 +131,7 @@ const M = 2 * var(A)
     )
 
     function build_FW_callback(tree)
-        return function fw_callback(state, active_set) end
+        return function fw_callback(state, active_set, args...) end
     end
 
     fw_callback = build_FW_callback(tree)
@@ -284,7 +284,7 @@ push!(groups, ((k_int-1)*group_size+p+1):2p)
     )
 
     function build_FW_callback(tree)
-        return function fw_callback(state, active_set) end
+        return function fw_callback(state, active_set, args...) end
     end
 
     fw_callback = build_FW_callback(tree)